Dufour, Jean-Marie; Farhat, Abdeljelil; Hallin, Marc - Centre Interuniversitaire de Recherche en Analyse des … - 2005
unspecified (possibly nonidentical) distributions symmetric about a common known median. Various bounds on the distributions of … serial correlation coefficients are proposed: exponential bounds, Eaton-type bounds, Chebyshev bounds and Berry …-Esséen-Zolotarev bounds. The bounds are exact in finite samples, distribution-free and easy to compute. The performance of the bounds is …